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How to calculate VWAP

Last post 06-17-2005, 19:46 by clemboy2. 1 replies.
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  •  06-07-2005, 15:33 2800

    How to calculate VWAP

    • Realtime VWAP can be viewed in QuoteLine and MarketWatch using the VWAP field.

    • Using the Reuters Navigator, double-click on the Trading/Charting Analysis folder.
    1. Double-click on the VWAP sub-folder to reveal a choice of VWAP with various filtered parameters.

    • Using the TAS (Time and Sales) service…
    1. Right-click to bring up the menu.
    2. Select Properties -> Time & Sales..
    3. Click on Filters tab and set Start Time – End time to calculate VWAP between the period.
    4. To dynamically update VWAP during the trading day, set the Start Time and set no End Time by un-checking the tick box.
    "It takes no more time to see the good side of life than it takes to see the bad."
    Jimmy Buffett
  •  06-17-2005, 19:46 3375 in reply to 2800

    More VWAP Stuff

    You can also see VWAP by going into quoteline. It will be displayed by opening a quoteline window and typing a symbol. It is part of the standard display there. You can also load symbol lists here.
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